Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.503122 0.563793 0.632623 0.717307 0.819847 0.941533 1.099252
2025-09-14 0.423537 0.496521 0.585298 0.703577 0.860836 1.068717 1.375499
2025-09-21 0.374362 0.453385 0.554569 0.697893 0.903424 1.201495 1.697602
2025-09-28 0.334737 0.415224 0.522320 0.681378 0.923798 1.304074 2.009984
2025-10-05 0.320851 0.408262 0.529490 0.719276 1.029616 1.565140 2.711877
2025-10-12 0.315842 0.412149 0.551393 0.781644 1.187983 1.970403 3.977277
2025-10-19 0.293570 0.388662 0.529516 0.770147 1.215279 2.135754 4.820525
2025-10-26 0.277556 0.372652 0.516888 0.771452 1.265679 2.368768 6.103687
2025-11-02 0.258036 0.349626 0.490722 0.745212 1.255878 2.459061 7.025429
2025-11-09 0.237300 0.323254 0.456881 0.701030 1.200790 2.418331 7.396574
2025-11-16 0.225438 0.309806 0.442964 0.691551 1.217848 2.576872 8.954538
2025-11-23 0.222593 0.310193 0.451832 0.725672 1.338986 3.092066 13.874037
2025-11-30 0.212411 0.298778 0.440713 0.721793 1.376787 3.395418 19.048806
2025-12-07 0.201835 0.286040 0.426256 0.709448 1.391627 3.636541 25.558446
2025-12-14 0.193322 0.276136 0.415960 0.704344 1.424532 3.976951 37.740108
2025-12-21 0.183959 0.264246 0.401159 0.687876 1.423273 4.182416 52.226146
2025-12-28 0.182775 0.265979 0.411195 0.726445 1.589041 5.335064 181.281152
2026-01-04 0.184353 0.272487 0.430692 0.789814 1.858204 7.578060 253671.129993
2026-01-11 0.177104 0.263124 0.418982 0.778167 1.878472 8.256685 NaN
2026-01-18 0.171804 0.256906 0.412932 0.779504 1.945978 9.486956 NaN
2026-01-25 0.163967 0.245771 0.396407 0.752867 1.903588 9.670041 NaN
2026-02-01 0.154717 0.231752 0.373432 0.708025 1.783797 8.956234 NaN
2026-02-08 0.149606 0.224985 0.364632 0.698407 1.797912 9.696496 NaN